Nanex Logo

Nanex is the creator and developer of NxCore, technology that powers the delivery of a streaming whole market data feed from Telvent DTN with an easy to use API. Nanex supports NxCore and develops applications that run on the NxCore platform.


NxCore (pronounced n'core) is a high-performance ticker plant that brings the whole market to your workstation or desktop computer. NxCore excels in delivering and databasing all the quotes and trades transmitted by the exchanges, even in the hyper-active U.S. Option market (OPRA) which now transmits over 4,500,000 quotes per second, and 8 billion quotes per trading day.
NxCore has an easy to use API for developing trading software. No parsing required, it uses simple fixed structures and includes important and frequently used information in every quote and trade update. NxCore includes tools to help you visualize and understand data relationships in the feed. And NxCore lets you replay the data at blazing speeds (2 million+ updates/second) on inexpensive hardware. Converting from existing feeds becomes a trivial exercise.

NxCore databases everything; all quotes, trades and other real-time updates are stored on your computer. If you are developing or have your own in-house ticker plant, NxCore is ideal for evaluating your ticker's output performance and data integrity. NxCore also makes an ideal back-up feed, ready to go online should your primary feed fail or require down-time.
NxCore requires minimal resources . Unlike some data services that require hardware costing over $10,000, NxCore can run on a low-end Pentium laptop (1.0 GHz, 256MB of RAM, 80GB IDE hard drive) and receive and database 4,500,000 quotes/second, over 8 billion/day; and CPU usage will remain under 5%

NxCore is extremely efficient in bandwidth utilization and will save you thousands of dollars in monthly communications costs. In a single T-1 (1.5mbps), it will fit 40,000 quote and trade updates per second; In 6.0 mbps, it will fit 160,000 updates/sec. Other OPRA data services now require a T-3 (30 T-1 lines) and yet provide less information per update than NxCore. Plus, NxCore offers an optional BBO only stream for OPRA data that is 40% smaller than the full OPRA stream.

Nanex currently offers historical market data from January 2004 to the present day. The data is in the NxCore tape file format. There are three major benefits for doing it this way. It's in the exact same format as the data during real time. All the data is synchronized, unlike other data services that provide data by symbol and then one has to synch all symbols and guess which quote came before the trade. It's compressed over 90%, saving hard drive space and time. Nanex has the ability to create tapes with only information that is necessary. Tapes can be trades only from one exchange or all exchanges that we offer. Checkout the historical page for more details!

NxCore Status

NEWS

Nanex Press

Nanex's ongoing research regarding market events and phenomena.

Nanex Research

Browse through the many sample applications included with NxCore:


Coding NxCore - Applications

NxCore's API Basic Overview
can be found here.

NxCore Access and API FAQ is now available! Check it out.

Nanex now has historical tape data for sale!
Check it out!

Nanex Compression on an OPRA Direct Feed
Statistics